Search results for: handbook-of-markov-chain-monte-carlo

Handbook of Markov Chain Monte Carlo

Author : Steve Brooks
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Since their popularization in the 1990s, Markov chain Monte Carlo (MCMC) methods have revolutionized statistical computing and have had an especially profound impact on the practice of Bayesian statistics. Furthermore, MCMC methods have enabled the development and use of intricate models in an astonishing array of disciplines as diverse as fisherie

Markov Chain Monte Carlo

Author : Dani Gamerman
File Size : 69.89 MB
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While there have been few theoretical contributions on the Markov Chain Monte Carlo (MCMC) methods in the past decade, current understanding and application of MCMC to the solution of inference problems has increased by leaps and bounds. Incorporating changes in theory and highlighting new applications, Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition presents a concise, accessible, and comprehensive introduction to the methods of this valuable simulation technique. The second edition includes access to an internet site that provides the code, written in R and WinBUGS, used in many of the previously existing and new examples and exercises. More importantly, the self-explanatory nature of the codes will enable modification of the inputs to the codes and variation on many directions will be available for further exploration. Major changes from the previous edition: · More examples with discussion of computational details in chapters on Gibbs sampling and Metropolis-Hastings algorithms · Recent developments in MCMC, including reversible jump, slice sampling, bridge sampling, path sampling, multiple-try, and delayed rejection · Discussion of computation using both R and WinBUGS · Additional exercises and selected solutions within the text, with all data sets and software available for download from the Web · Sections on spatial models and model adequacy The self-contained text units make MCMC accessible to scientists in other disciplines as well as statisticians. The book will appeal to everyone working with MCMC techniques, especially research and graduate statisticians and biostatisticians, and scientists handling data and formulating models. The book has been substantially reinforced as a first reading of material on MCMC and, consequently, as a textbook for modern Bayesian computation and Bayesian inference courses.

Handbook of Monte Carlo Methods

Author : Dirk P. Kroese
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A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: Random variable and stochastic process generation Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run Discrete-event simulation Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo Estimation of derivatives and sensitivity analysis Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB®, a related Web site houses the MATLAB® code, allowing readers to work hands-on with the material and also features the author's own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels.

Handbook in Monte Carlo Simulation

Author : Paolo Brandimarte
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An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applicationsof Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysisand variance reduction; and applications ranging from option pricing and risk management to optimization. The Handbook in Monte Carlo Simulation features: An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation.

Handbook of Approximate Bayesian Computation

Author : Scott A. Sisson
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As the world becomes increasingly complex, so do the statistical models required to analyse the challenging problems ahead. For the very first time in a single volume, the Handbook of Approximate Bayesian Computation (ABC) presents an extensive overview of the theory, practice and application of ABC methods. These simple, but powerful statistical techniques, take Bayesian statistics beyond the need to specify overly simplified models, to the setting where the model is defined only as a process that generates data. This process can be arbitrarily complex, to the point where standard Bayesian techniques based on working with tractable likelihood functions would not be viable. ABC methods finesse the problem of model complexity within the Bayesian framework by exploiting modern computational power, thereby permitting approximate Bayesian analyses of models that would otherwise be impossible to implement. The Handbook of ABC provides illuminating insight into the world of Bayesian modelling for intractable models for both experts and newcomers alike. It is an essential reference book for anyone interested in learning about and implementing ABC techniques to analyse complex models in the modern world.

The Oxford Handbook of Applied Bayesian Analysis

Author : Anthony O' Hagan
File Size : 71.30 MB
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Bayesian analysis has developed rapidly in applications in the last two decades and research in Bayesian methods remains dynamic and fast-growing. Dramatic advances in modelling concepts and computational technologies now enable routine application of Bayesian analysis using increasingly realistic stochastic models, and this drives the adoption of Bayesian approaches in many areas of science, technology, commerce, and industry. This Handbook explores contemporary Bayesian analysis across a variety of application areas. Chapters written by leading exponents of applied Bayesian analysis showcase the scientific ease and natural application of Bayesian modelling, and present solutions to real, engaging, societally important and demanding problems. The chapters are grouped into five general areas: Biomedical & Health Sciences; Industry, Economics & Finance; Environment & Ecology; Policy, Political & Social Sciences; and Natural & Engineering Sciences, and Appendix material in each touches on key concepts, models, and techniques of the chapter that are also of broader pedagogic and applied interest.

Bayesian Analysis for Population Ecology

Author : Ruth King
File Size : 65.34 MB
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Emphasising model choice and model averaging, this book presents up-to-date methods for analysing complex ecological data.

Handbook of Computational Statistics

Author : James E. Gentle
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The Handbook of Computational Statistics - Concepts and Methods (second edition) is a revision of the first edition published in 2004, and contains additional comments and updated information on the existing chapters, as well as three new chapters addressing recent work in the field of computational statistics. This new edition is divided into 4 parts in the same way as the first edition. It begins with "How Computational Statistics became the backbone of modern data science" (Ch.1): an overview of the field of Computational Statistics, how it emerged as a separate discipline, and how its own development mirrored that of hardware and software, including a discussion of current active research. The second part (Chs. 2 - 15) presents several topics in the supporting field of statistical computing. Emphasis is placed on the need for fast and accurate numerical algorithms, and some of the basic methodologies for transformation, database handling, high-dimensional data and graphics treatment are discussed. The third part (Chs. 16 - 33) focuses on statistical methodology. Special attention is given to smoothing, iterative procedures, simulation and visualization of multivariate data. Lastly, a set of selected applications (Chs. 34 - 38) like Bioinformatics, Medical Imaging, Finance, Econometrics and Network Intrusion Detection highlight the usefulness of computational statistics in real-world applications.

Handbook of Magnetism and Advanced Magnetic Materials Fundamentals and theory

Author : Helmut Kronmüller
File Size : 55.89 MB
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From the first application of the oxide magnetite as a compass in China in ancient times, and from the early middle ages in Europe, magnetic materials have become an indispensable part of our daily life. Magnetic materials are used ubiquitously in the modern world, in fields as diverse as, for example, electrical energy transport, high-power electro-motors and generators, telecommunication systems, navigation equipment, aviation and space operations, micromechanical automation, medicine, magnetocaloric refrigeration, computer science, high density recording, non-destructive testing of materials, and in many household applications. Research in many of these areas continues apace. The progress made in recent years in computational sciences and advanced material preparation techniques has dramatically improved our knowledge of fundamental properties and increased our ability to produce materials with highly-tailored magnetic properties, even down to the nanoscale dimension. Containing approximately 120 chapters written and edited by acknowledged world leaders in the field, The Handbook of Magnetism and Advanced Magnetic Materials provides a state-of-the-art, comprehensive overview of our current understanding of the fundamental properties of magnetically ordered materials, and their use in a wide range of sophisticated applications. The Handbook is published in five themed volumes, as follows: Volume 1- Fundamentals and Theory Volume 2- Micromagnetism Volume 3- Novel Techniques for Characterizing and Preparing Samples Volume 4- Novel Materials Volume 5- Spintronics and Magnetoelectronics

The Oxford Handbook of Bayesian Econometrics

Author : John Geweke
File Size : 28.33 MB
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A broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing.

Handbook on Contingent Valuation

Author : Anna Alberini
File Size : 38.57 MB
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The Handbook on Contingent Valuation is unique in that it focuses on contingent valuation as a method for evaluating environmental change. It examines econometric issues, conceptual underpinnings, implementation issues as well as alternatives to contingent valuation. Anna Alberini and James Kahn have compiled a comprehensive and original reference volume containing invaluable case studies that demonstrate the implementation of contingent valuation in a wide variety of applications. Chapters include those on the history of contingent valuation, a practical guide to its implementation, the use of experimental approaches, an ecological economics perspective on contingent valuation and approaches for developing nations.

Handbook of Computational Econometrics

Author : David A. Belsley
File Size : 34.3 MB
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Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.

Walk with a Wolf

Author : Janni Howker
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Come with award-winning author Janni Howker on a spellbinding journey to the far, wild north, to the Yukon territory of north-western Canada, and meet one of the world's most magnificent, yet misunderstood, creatures: the wolf. Be part of the pack and walk, run, howl, hunt, eat, sleep and dream like a wolf.

Handbook of Computational and Numerical Methods in Finance

Author : Svetlozar T. Rachev
File Size : 58.40 MB
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The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational practice, and provide solutions for complex problems that are difficult to solve by traditional analytical methods. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research and survey articles focusing on various numerical methods in finance. The book is designed for the academic community and will also serve professional investors.

Handbook of Finance Investment Management and Financial Management

Author : Frank J. Fabozzi
File Size : 22.54 MB
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Volume II: Investment Management and Financial Management focuses on the theories, decisions, and implementations aspects associated with both financial management and investment management. It discusses issues that dominate the financial management arena—capital structure, dividend policies, capital budgeting, and working capital—and highlights the essential elements of today's investment management environment, which include allocating funds across major asset classes and effectively dealing with equity and fixed income portfolios. Incorporating timely research and in-depth analysis, the Handbook of Finance is a comprehensive 3-Volume Set that covers both established and cutting-edge theories and developments in finance and investing. Other volumes in the set: Handbook of Finance Volume I: Financial Markets and Instruments and Handbook of Finance Volume III: Valuation, Financial Modeling, and Quantitative Tools.

Handbook of PTSD First Edition

Author : Matthew J. Friedman
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This handbook reviews the latest scientific advances in understanding trauma and PTSD, discussing the implications for clinical practice and evaluating the status of evidence-based assessment and treatment.

Signal Processing for Mobile Communications Handbook

Author : Mohamed Ibnkahla
File Size : 33.61 MB
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In recent years, a wealth of research has emerged addressing various aspects of mobile communications signal processing. New applications and services are continually arising, and future mobile communications offer new opportunities and exciting challenges for signal processing. The Signal Processing for Mobile Communications Handbook provides a comprehensive survey of signal processing techniques used in mobile communications that concern the transmitter, the receiver, and the propagation channel. Distinguished contributors discuss a spectrum of topics, including 4-G mobile communication challenges, adaptive coded modulation, channel modeling, estimation and identification, diversity combining and adaptive equalization, multi-user detection, DSP for OFDM, synchronization, and more. Emerging techniques such as neural networks, Markov Chain Monte Carlo (MCMC) methods, time-frequency analysis, and Chaos are also explored. Presented in a tutorial format with hundreds of figures and tables, this handbook makes signal processing as applied to digital communications accessible for all professionals, researchers, and students involved in mobile communications.

Handbook of Item Response Theory Volume Two

Author : Wim J. van der Linden
File Size : 28.10 MB
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Drawing on the work of internationally acclaimed experts in the field, Handbook of Item Response Theory, Volume Two: Statistical Tools presents classical and modern statistical tools used in item response theory (IRT). While IRT heavily depends on the use of statistical tools for handling its models and applications, systematic introductions and reviews that emphasize their relevance to IRT are hardly found in the statistical literature. This second volume in a three-volume set fills this void. Volume Two covers common probability distributions, the issue of models with both intentional and nuisance parameters, the use of information criteria, methods for dealing with missing data, and model identification issues. It also addresses recent developments in parameter estimation and model fit and comparison, such as Bayesian approaches, specifically Markov chain Monte Carlo (MCMC) methods.

Handbook of Libraries Archives Information Centres in India Information technology industry and networks

Author : B. M. Gupta
File Size : 44.63 MB
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Handbook of Adolescent Psychology Volume 1

Author : Richard M. Lerner
File Size : 76.35 MB
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The study of and interest in adolescence in the field of psychology and related fields continues to grow, necessitating an expanded revision of this seminal work. This multidisciplinary handbook, edited by the premier scholars in the field, Richard Lerner and Laurence Steinberg, and with contributions from the leading researchers, reflects the latest empirical work and growth in the field.